-18.7%
CPRT vs MDB
-41.3%
+22.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | -0.4% | +6.8% | -7.2% | -1.3% |
| 30D | +21.2% | -6.2% | +27.4% | +21.6% |
| 3M | +8.3% | -29.2% | +37.5% | +12.5% |
| 6M | -3.4% | +10.3% | -13.7% | -7.3% |
| YTD | -18.7% | -20.4% | +1.7% | -18.9% |
| 1Y | -23.5% | -4.8% | -18.7% | -26.3% |
| 3Y | -34.2% | -11.6% | -22.6% | -39.2% |
| All | -18.7% | -41.3% | +22.7% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling